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Uniform-in-time Strong Error Estimates of Tamed-FEM to Superlinear SPDEs driven by Multiplicative Noise

Cai, Jingjing et al.
arXiv (All) · Papers
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numerical-analysis
We establish sharp, uniform-in-time strong error estimates for a nonlinearity-explicit tamed finite element method (FEM) applied to a class of superlinear stochastic partial differential equations (SPDEs) driven by multiplicative noise, including the stochastic Allen--Cahn equation with a moderately
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